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constantoptionletvol.hpp
Langue: en
Version: 158474 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/optionlet/constantoptionletvol.hpp - Constant caplet/floorlet volatility.SYNOPSIS
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
Classes
class ConstantOptionletVolatility
Constant caplet volatility, no time-strike dependence.
Detailed Description
Constant caplet/floorlet volatility.
Author
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